Abstract
The main aim of this article is to deal with the almost-sure stability of stochastic differential delay equations. Our improved theorems give better results while conditions imposed on the Lyapunov function are much weaker, thus, it is easier to find a right Lyapunov function in application.
| Original language | English |
|---|---|
| Pages (from-to) | 568-589 |
| Number of pages | 22 |
| Journal | Stochastic Analysis and Applications |
| Volume | 30 |
| Issue number | 4 |
| Early online date | 18 Jun 2012 |
| DOIs | |
| Publication status | Published - 2012 |
Keywords
- Itô's formula
- LaSalle's theorem
- nonnegative semimartingale convergence theorem